+272.5%
RF vs RGEN
+527.2%
-254.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.3% | -0.8% |
| 7D | -0.9% | -1.9% | +1.0% | -0.6% |
| 30D | +6.0% | +3.7% | +2.3% | +5.2% |
| 3M | -8.9% | +8.8% | -17.7% | -10.7% |
| 6M | +2.3% | +38.0% | -35.6% | -4.2% |
| YTD | +7.6% | +5.9% | +1.7% | +4.8% |
| 1Y | +21.2% | +19.7% | +1.5% | +15.6% |
| 3Y | +108.5% | +20.5% | +88.0% | +92.6% |
| 5Y | +43.2% | -35.0% | +78.2% | +38.9% |
| All | +272.5% | +527.2% | -254.7% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling